+155.7%
FDX vs VFC
-47.4%
+203.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | +10.4% | +30.7% | -20.3% | +2.1% |
| 3M | +0.5% | +40.6% | -40.2% | -9.3% |
| 6M | +6.5% | +16.5% | -10.0% | +0.5% |
| YTD | +40.2% | +16.2% | +24.1% | +31.5% |
| 1Y | +52.1% | +42.4% | +9.7% | +33.7% |
| 3Y | +72.8% | +48.1% | +24.8% | +30.5% |
| 5Y | +76.3% | -67.8% | +144.1% | +144.8% |
| 10Y | +155.7% | -48.5% | +204.2% | +201.7% |
| All | +155.7% | -47.4% | +203.2% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling